In addition to being a series regular on the since-canceled CBS sitcom The Millers and a frequent guest star on the first two seasons of FX spy drama The Americans, Martindale has also popped up in a handful of other shows and films in the past two years including Masters of Sex, August: Osage County, Mike & Molly, BoJack Horseman, Heaven Is for Real, and New Girl.

"I try not to do too many, but somehow it starts to happen," she chuckles. Even after CBS axed The Millers unexpectedly last November, the actress didn't waste a second. She jumped right back into the pilot season game, nabbing a co-starring role in Sneaky Pete, a buzzy CBS drama pilot from Bryan Cranston and David Shore.

This week, Martindale returns to Matthew Rhys–Keri Russell starrer The Americans as Phillip and Elizabeth's former handler, Claudia. The Hollywood Reporter caught up with Martindale while she was in Atlanta to film Melissa McCarthy’s upcoming comedy film Michelle Darnell to discuss how she got word of The Millers cancelation, why she's been absent from The Americans and her potential return to the espionage drama in season four.

What sparked your return to The Americans?

[Showrunners] Joe Weisberg and Joel Fields actually told me back in November that I would be there; they just didn’t know when. They actually thought it was going to be sooner, though it ended up being closer to the finale. We had about three or four phone conversations about it, and then I flew from Dallas to [New York] to do the episode. The scene is brief, but it’s very interesting.

Why haven’t we seen more of Claudia this season?

It’s such a saga with The Americans and me (laughs). I love The Americans, and my intention was to be with The Americans from the beginning. The timing was just completely off on everybody’s part, including mine. The show wasn’t picked up when pilot season came around, and I was never on contract; I was only a guest star. I had no idea if The Americans was going to come back for a second season, so I signed on to The Millers before The Americans was picked up. It was a big mess trying to figure it all out.

But you clearly kept the lines of communication open with the creators.

Yes, I’ve stayed in touch with Joe and Joel, so once The Millers was canceled…

We had done a run-through and I had gone home to take a nap before I was going to the theater to see [a play], and [creator] Greg Garcia called me and said, “Margo, the show’s canceled.” I said, “What’d you really call for?” and he said, “I’m not kidding. The show is canceled.” We couldn’t believe it. I was just getting used to it, and I was starting to really enjoy it. It’s a very different thing to do a multicam sitcom.

Did you feel like the show was just beginning to find its footing?

Yeah, it took me about 37 episodes (laughs), but it felt like I was just starting to get into my groove.

What was your first thought after getting the news?

My first thought was, “Why did I pay $12,000 for these drapes in a rental house?” I left two days after we were canceled and went back to New York. I mean, I eventually came back, but I had relocated here. It was like, now what? I just had to regroup before we came back out.

Did you or Will [Arnett] have any follow-up talks with CBS execs afterwards about what went wrong?

No, everybody is still trying to figure it out. Greg also said, “They don’t even care if we finish this episode, so it’s up to you and Will. What do you want to do?” I said, “Well, does the crew get paid if we don’t finish?” and he said, “No.” So I said, “Then we finish.”

So, how long did it take Joe and Joel to get in touch with you after the news spread?

They had actually called me that morning before it happened. It was so weird. I said, “Guys, just so you know, our show moved to Monday and our ratings haven’t been great…” They were just telling me not to worry and that I was going to be back on their show. Of course, I’m only back briefly, but I think I will be back next year some.

Could we see you as a series regular?

No, no. I wanted to be, but they have to stick with their story. They have gone a whole season really without me, and they had Frank Langella all season, who is just wonderful. They have the story to play out with Frank and everything that’s happened on the show currently. They had to break their story for next season already now, too, so they’re writing. I’ll be able to pop up here and there on the next season. At least, I keep my fingers crossed that I will.

You wouldn’t want to get viewers' hopes up for nothing.

Joe and Joel know that I would love to be there, and it’s a mutual love society between us. But, again, they also are committed to where they’re going right now story-wise. So I don’t really know, but I have a feeling I’ll be there absolutely.

What’d you enjoy the most about the way you resurfaced in this episode?

The thing that you haven’t seen from Claudia is that she really has a human side. Gabriel and I have been friends for years and years and years. Actually, we came up the ranks together. So there’s a real camaraderie and support between us, and I really enjoyed that, the fact that there was no hidden agenda.

What’s the extent of Gabriel and Claudia’s relationship exactly? Were there not some romantic vibes in that diner?

It’s not clear. I tried to cram as much into it as possible. There could have been a relationship. I’m not privy to this, but I tried to leave it open that if they wanted those things to have happened, they could. It’s fun to be able to leave possibilities and a way for the writers to make what they want. Also, I actually replaced him originally. When the show started, I was stepping in for their old handler, Gabriel, because he was not working out.

Why is Claudia so intent on recruiting Paige?

It was good for me as a soldier. I think it was good for Gabriel as a soldier. For me — because I’m so trained — I can only see the good of being with the KGB. Elizabeth, too.

Do you, as Margo, want the same for her character?

No, I just think that’s horrible! I wouldn’t want Paige going into it.

Any predictions about where the Paige storyline is going to go?

I’ve thought that maybe something would happen, and I’d have to come in and save the day (laughs), or maybe Gabriel will just follow through and do exactly what I believe he’s capable of. I don’t know, but they are such great storytellers that it will be fun to see.

So, is Claudia supposed to be in the U.S. now? Do we know where she is?

When Joe and Joel and I went to breakfast, I don’t even think we talked about that. But I think that I’ve been home [to Russia] and I’ve since come back [to the U.S.], and now you could maybe think that I could be around any corner. That's what I like to think.

Apart from The Americans, you were just back with CBS shooting the Sneaky Pete pilot. How was that experience?

Yeah, we wrapped last week. Bryan was in London so we were only working with him via email, but David was there the whole time. It was fabulous, and Giovanni Ribisi is just deliciously wonderful. The whole thing is all about secrets, which is my favorite subject. I have high hopes for it. Of course, I’m hoping that Claudia’s back in season four of The Americans and that she’s working with Gabriel a few times. But the other part of me hopes that Sneaky Pete is picked up.